ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 12-Apr-2011

Day Change Summary
	Previous	Current
	11-Apr-2011	12-Apr-2011	Change	Change %	Previous Week
Open	116-020	116-270	0-250	0.7%	117-300
High	116-310	117-200	0-210	0.6%	117-300
Low	116-020	116-270	0-250	0.7%	116-170
Close	116-300	117-180	0-200	0.5%	116-280
Range	0-290	0-250	-0-040	-13.8%	1-130
ATR	0-146	0-154	0-007	5.0%	0-000
Volume	1,422	141	-1,281	-90.1%	1,432

Daily Pivots for day following 12-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-220	119-130	117-318
R3	118-290	118-200	117-249
R2	118-040	118-040	117-226
R1	117-270	117-270	117-203	117-315
PP	117-110	117-110	117-110	117-132
S1	117-020	117-020	117-157	117-065
S2	116-180	116-180	117-134
S3	115-250	116-090	117-111
S4	115-000	115-160	117-042

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-107	120-163	117-208
R3	119-297	119-033	117-084
R2	118-167	118-167	117-042
R1	117-223	117-223	117-001	117-130
PP	117-037	117-037	117-037	116-310
S1	116-093	116-093	116-239	116-000
S2	115-227	115-227	116-198
S3	114-097	114-283	116-156
S4	112-287	113-153	116-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-200	116-020	1-180	1.3%	0-182	0.5%	96%	True	False	583
10	117-310	116-020	1-290	1.6%	0-136	0.4%	79%	False	False	306
20	119-300	116-020	3-280	3.3%	0-088	0.2%	39%	False	False	156
40	119-300	115-300	4-000	3.4%	0-059	0.2%	41%	False	False	81

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-302
2.618	119-214
1.618	118-284
1.000	118-130
0.618	118-034
HIGH	117-200
0.618	117-104
0.500	117-075
0.382	117-046
LOW	116-270
0.618	116-116
1.000	116-020
1.618	115-186
2.618	114-256
4.250	113-168

Fisher Pivots for day following 12-Apr-2011
Pivot	1 day	3 day
R1	117-145	117-103
PP	117-110	117-027
S1	117-075	116-270

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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